SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for December 2013 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
SPY SPDR S&P; 500 ETF 4.96 +20.00% 303057 184.69 186.39
Intel Corp. Jr. Sub. Cv. Deb. conv 1.95 +6.00% 16184000 1.36 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.90 -7.00% 12816000 1.67 0.00
Microchip Technology Inc sdcv 2.125%12/1 1.86 12033000 1.74 0.00
Gilead Sciences conv 1.82 6210000 3.30 0.00
Gilead Sciences conv 1.68 -2.00% 5692000 3.32 0.00
Wesco Intl Inc dbcv 6.000% 9/1 1.53 -7.00% 5328000 3.24 0.00
Priceline.com debt 1.000% 3/1 1.37 -44.00% 11233000 1.38 0.00
Health Care Reit Pfd I 6.5% 1.31 +13.00% 288475 51.27 0.00
Wells Fargo & Company mtnf 0.125% 3/0 1.27 +7.00% 10257000 1.40 0.00
Stillwater Mng Co note 1.750%10/1 1.26 +5.00% 12638000 1.12 0.00
Cemex Sab De Cv conv bnd 1.20 9975000 1.36 0.00
Sandisk Corp note 1.500% 8/1 1.16 +4.00% 8907000 1.47 0.00
CUBIST PHARM CONVERTIBLE security 1.16 -6.00% 5384000 2.43 0.00
Western Refng Inc note 5.750% 6/1 1.15 -5.00% 2923000 4.44 0.00
General Cable Corp Del New frnt 4.500% 11/1 1.14 +12.00% 11975000 1.07 0.00
Medicines Co dbcv 1.375% 6/0 1.04 NEW 7844000 1.50 0.00
Wellpoint Inc Note cb 1.03 NEW 8642000 1.35 0.00
Cien 4 12/15/20 0.91 -11.00% 7000000 1.47 0.00
Radian Group Inc note 0.88 -2.00% 6750000 1.47 0.00
Newpark Res Inc note 4.000%10/0 0.86 +64.00% 7250000 1.34 0.00
Wright Medical Group Inc note 2 000 8/1 0.86 +45.00% 7261000 1.33 0.00
Keycorp New pfd 7.75% sr a 0.83 -6.00% 73725 127.20 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 0.81 -20.00% 5736000 1.60 0.00
D R Horton Inc note 2.000% 5/1 0.80 -16.00% 5196000 1.73 0.00
Walter Invt Mgmt Corp note 0.80 9150000 0.99 0.00
Icon 2 1/2 06/01/16 0.79 6503000 1.37 0.00
Sterlite Inds India Ltd note 4.000%10/3 0.75 8500000 0.99 0.00
Ford Mtr Co Del note 4.250%11/1 0.73 -2.00% 4455000 1.85 0.00
Cadence Design Sys Cvt 2.625 6 convert 0.73 -13.00% 4371000 1.88 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.71 +32.00% 5976000 1.34 0.00
Thrx 2 1/8 01/15/23 0.71 +12.00% 5500000 1.45 0.00
Equinix Inc note 3.000%10/1 0.70 +8.00% 4976000 1.59 0.00
Hawaiian Holdings Inc conv 0.70 -4.00% 5834000 1.35 0.00
Forest City Enterprises conv 0.70 +6.00% 7154000 1.11 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.70 +67.00% 5755000 1.38 0.00
Ryland Group note 0.68 -6.00% 5075000 1.52 0.00
Phh Corp cnv 0.67 3675000 2.07 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.66 100695 73.93 0.00
Arcelormittal Sa Luxembourg mand cv nt 16 0.65 283735 25.83 0.00
Forestar Group Inc note 0.64 +3.00% 6312000 1.15 0.00
Take-two Interactive Sof note 0.63 +18.00% 6130000 1.15 0.00
Bank Of America Corporation preferred 0.62 -31.00% 6573 1061.01 0.00
GAME Technolog debt 0.62 6608000 1.06 0.00
Old Republic Intl Corp note 0.62 +44.00% 5654000 1.24 0.00
Standard Pacific Corp cnv 0.62 -34.00% 5339000 1.32 0.00
Webmd Health Conv Sr Notes conv 0.60 6900000 0.98 0.00
Lam Research Corp conv 0.57 +84.00% 5308000 1.22 0.00
Omnicare Inc note 3.750%12/1 0.54 -24.00% 2650000 2.30 0.00
Mylan Inc note 3.750% 9/1 0.53 +24.00% 1829000 3.28 0.00
Incyte Corp note 4.750%10/0 0.51 1000000 5.76 0.00
Archer Daniels Midland Co note 0.875% 2/1 0.50 -3.00% 5344000 1.05 0.00
GE General Electric Company 0.50 -9.00% 200630 28.02 26.56
ALR-B Alere 0.50 -7.00% 19600 288.16 0.00
Prologis Inc note 3.250% 3/1 0.50 -7.00% 5050000 1.12 0.00
Micron Technology Inc note 1.875% 6/0 0.49 +28.00% 3651000 1.52 0.00
Trinity Inds Inc note 3.875% 6/0 0.49 4152000 1.32 0.00
Ascent Cap Group Inc note 4.000% 7/1 0.49 +3.00% 5150000 1.07 0.00
AAPL Apple 0.48 9748 561.04 524.94
Intel Corp sdcv 0.45 +22.00% 4515000 1.12 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.45 +18.00% 4000000 1.27 0.00
Mgm Mirage conv 0.44 3588000 1.38 0.00
XOM Exxon Mobil Corporation 0.42 +6.00% 47093 101.23 100.42
Rpm International Inc convertible cor 0.42 NEW 4305000 1.11 0.00
Hologic Inc frnt 2.000%12/1 0.41 -3.00% 3986000 1.16 0.00
Starwood Property Trust note 0.41 +8.00% 4168000 1.10 0.00
Metlife Inc 5% 10/0/14 Conv Pr cv prf 0.40 -45.00% 142720 31.54 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.39 +9.00% 4101000 1.06 0.00
Ares Capital Corp 5.125 2016 conv 0.39 4159000 1.07 0.00
Meritage Homes Corp conv 0.39 3900000 1.12 0.00
Cobalt Intl Energy Inc note 0.39 -2.00% 5018000 0.88 0.00
JPM JPMorgan Chase & Co. 0.38 +16.00% 73048 58.45 55.22
Callaway Golf 0.38 NEW 3500000 1.23 0.00
Dfc Global 0.38 NEW 4750000 0.90 0.00
GOOG Google 0.37 3714 1120.62 536.10
Alcoa Inc debt 0.37 +52.00% 2504000 1.66 0.00
Continental Airls Inc note 4.500% 1/1 0.36 -2.00% 1986000 2.04 0.00
L-3 Communications Corp debt 3.000% 8/0 0.36 -2.00% 3398000 1.20 0.00
Weyerhaeuser C conv prf 0.36 72955 55.65 0.00
Goodrich Petroleum Corp 5% bond 0.36 NEW 3892000 1.03 0.00
Covanta Holding Conv conv bnd 0.35 -43.00% 3385000 1.17 0.00
Citi 0.35 +29.00% 76108 52.10 0.00
United Technol conv prf 0.35 -7.00% 60665 65.64 0.00
Kb Home note 0.35 -40.00% 4000000 1.00 0.00
CMCSA Comcast Corporation 0.34 74496 51.92 49.10
Navistar Intl Corp New note 3.000%10/1 0.34 -2.00% 3716000 1.02 0.00
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 0.34 35930 105.46 105.40
Chiquita Brands Intl Inc note 4.250% 8/1 0.34 4000000 0.97 0.00
Ishares Tr fltg rate nt 0.34 74692 50.73 0.00
Starwood Ppty note 4.0% 1/15/ 0.34 3446000 1.10 0.00
Crown Castle International Corp. pfd stk 0.34 NEW 38467 99.57 0.00
Jarden Corp note 1.875% 9/1 0.34 NEW 2691000 1.41 0.00
Linear Technology Corp note 3.000% 5/0 0.33 -3.00% 3301000 1.14 0.00
Level 3 Communications Inc note 0.33 +12.00% 2714000 1.36 0.00
Huntington Bancshares Inc pfd conv ser a 0.33 NEW 2993 1261.61 0.00
Phh Corp note 4.000% 9/0 0.33 -2.00% 3478000 1.07 0.00
Nextera Energy Inc unit 0.33 -2.00% 65395 56.56 0.00
Wells Fargo & Company Non-cum Perpet cnv 0.32 -47.00% 3222 1109.87 0.00
Ares Capital Corp 5.75 16 convert 0.32 -16.00% 3328000 1.08 0.00
Molina Healthcare Inc note 3.750%10/0 0.31 +289.00% 2967000 1.19 0.00
Developers Diversified Rlty note 1.750%11/1 0.31 -2.00% 3153000 1.12 0.00
Ppl Corporation 8.75% pfd cv 0.31 -2.00% 66660 52.87 0.00
Slxp 1 1/2 03/15/19 0.31 2348000 1.49 0.00
Seacor Holdings Inc note 2.500%12/1 0.31 NEW 2858000 1.23 0.00
Lifepoint Hospitals Inc note 3.500% 5/1 0.30 3108000 1.09 0.00
Mentor Graphics 4% 2031 conv 0.29 -13.00% 2455000 1.33 0.00
Stanley Black & Decker Inc unit 99/99/9999 0.28 +69.00% 25670 123.37 0.00
Sba Communications Corp note 4.000%10/0 0.27 -81.00% 1025000 2.96 0.00
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.27 -79.00% 1293000 2.32 0.00
Electronic Arts Inc conv 0.27 -57.00% 2898000 1.06 0.00
Al Us conv 0.27 -2.00% 2248000 1.34 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.27 NEW 2887000 1.07 0.00
Hos Us conv 0.26 NEW 2455000 1.19 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.26 NEW 2733000 1.06 0.00
Omnicare Inc dbcv 3.250%12/1 0.25 -3.00% 2640000 1.07 0.00
PG Procter & Gamble Company 0.25 +26.00% 34483 81.40 81.76
Mgic Investment Corp note 0.25 -3.00% 2007000 1.38 0.00
Arcc 4 7/8 03/15/17 0.25 +253.00% 2639000 1.05 0.00
Jetblue Airways Corp dbcv 6.750%10/1 0.24 1500000 1.78 0.00
MSFT Microsoft Corporation 0.24 71579 37.40 40.01
Fidelity National Finance conv 0.24 +2.00% 1664000 1.64 0.00
Dominion Res Inc Va unit 04/01/2013 0.24 NEW 49528 54.27 0.00
Akorn Inc note 3.500% 6/0 0.23 -42.00% 895000 2.84 0.00
AMTRUST FINANCIAL CONVERTIBLE Services Inc security 0.23 -71.00% 2000000 1.32 0.00
PFE Pfizer 0.22 82588 30.65 30.25
Teleflex Inc note 3.875% 8/0 0.22 -2.00% 1591000 1.58 0.00
Exelixis Inc cnv 0.22 2000000 1.22 0.00
Orexigen Therapeutics Inc note 2.750%12/0 0.22 NEW 2500000 0.97 0.00
JNJ Johnson & Johnson 0.21 -8.00% 25791 91.54 98.96
CVX Chevron Corporation 0.21 19288 124.79 123.68
CSCO Cisco Systems 0.21 106673 22.43 23.21
FL Foot Locker 0.20 -24.00% 53987 41.49 45.24
Rti Intl Metals Inc note 1.625%10/1 0.20 -2.00% 2199000 1.05 0.00
Bristow Group Inc note 3.000% 6/1 0.19 1729000 1.22 0.00
Exterran Hldgs Inc note 4.250% 6/1 0.19 -2.00% 1473000 1.49 0.00
CVS CVS Caremark Corporation 0.19 +11.00% 29962 71.52 73.74
EBAY eBay 0.19 +44.00% 39231 54.85 54.97
SLB Schlumberger 0.19 23250 90.11 99.91
Invesco Ltd shs 0.19 +119.00% 59407 36.41 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.19 NEW 2000000 1.06 0.00
WFC Wells Fargo & Company 0.18 +14.00% 45465 45.44 48.93
VZ Verizon Communications 0.18 +51.00% 40940 49.15 47.60
Goodyear Tire Rubr Pfd 5.875% pfd 0.18 -62.00% 30210 66.24 0.00
X 2 3/4 04/01/19 0.18 NEW 1546000 1.32 0.00
Chemed Corp New note 1.875% 5/1 0.17 NEW 1855000 1.04 0.00
HD Home Depot 0.17 +21.00% 23140 82.32 77.09
T AT&T; 0.17 54541 35.17 36.04
OXY Occidental Petroleum Corporation 0.17 20502 95.02 96.60
Solarcity Corp note 2.750%11/0 0.17 NEW 1594000 1.19 0.00
IBM International Business Machines 0.16 9772 187.58 190.01
Danaher Corp Del debt 0.16 -14.00% 796000 2.24 0.00
Radian Group Inc note 3.000%11/1 0.16 -2.00% 1305000 1.42 0.00
Airtran Hldgs Inc note 5.250%11/0 0.16 1051000 1.69 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.16 NEW 2000000 0.93 0.00
KO Coca-Cola Company 0.15 40075 41.32 40.72
COF Capital One Financial 0.15 22737 76.66 74.89
UNH UnitedHealth 0.15 -14.00% 22593 75.33 75.78
GILD Gilead Sciences 0.15 +33.00% 22441 75.09 70.00
CELG Celgene Corporation 0.15 9984 169.17 141.51
Bpz Resources Inc note 8.500%10/0 0.15 NEW 2000000 0.86 0.00
USB U.S. Ban 0.14 38102 40.39 40.25
BRK.B Berkshire Hathaway 0.14 -10.00% 13645 118.50 0.00
UNP Union Pacific Corporation 0.14 +146.00% 9244 168.22 189.59
AMGN Amgen 0.14 +7.00% 13465 114.22 115.46
MRK Merck & Co 0.14 -25.00% 30499 50.03 56.47
MFG Mizuho Financial 0.14 +37.00% 360785 4.36 3.96
MET MetLife 0.14 +55.00% 28278 53.86 51.20
Industries N shs - a - 0.14 19360 80.22 0.00
TWX Time Warner 0.13 20974 69.71 65.15
CMS CMS Energy Corporation 0.13 52786 26.79 29.78
MA MasterCard Incorporated 0.13 -3.00% 1710 836.84 74.13
DIS Walt Disney Company 0.13 19459 76.47 79.99
ALL Allstate Corporation 0.13 26213 54.48 55.77
V Visa 0.13 +276.00% 6654 222.57 207.95
SPG Simon Property 0.13 -19.00% 9279 152.28 169.86
Salesforce Com Inc note 0.750% 1/1 0.13 -2.00% 554000 2.58 0.00
Greenbrier Co Inc conv bnd 0.13 NEW 1234000 1.17 0.00
Eaton 0.13 +25.00% 19436 76.10 0.00
BAC Bank of America Corporation 0.12 85811 15.56 16.15
IP International Paper Company 0.12 +27.00% 28452 49.07 45.46
APC Anadarko Petroleum Corporation 0.12 +41.00% 16597 79.23 98.96
QCOM QUALCOMM 0.12 18602 74.24 81.32
BUD Anheuser-Busch InBev NV 0.12 12548 106.79 109.20
BCS Barclays 0.12 +209.00% 73283 18.12 16.66
AMZN Amazon 0.12 +64.00% 3500 399.14 324.91
Uthr 1 09/15/16 0.12 583000 2.37 0.00
Janus Capital conv 0.12 +57.00% 1102000 1.27 0.00
Sunpower Corp dbcv 4.750% 4/1 0.11 NEW 1049000 1.19 0.00
FDX FedEx Corporation 0.11 -19.00% 8753 143.61 135.55
WMT Wal-Mart Stores 0.11 -16.00% 15780 78.64 77.66
MMM 3M Company 0.11 8667 140.19 137.73
INTC Intel Corporation 0.11 -27.00% 47932 25.93 27.04
MCK McKesson Corporation 0.11 7412 161.49 170.98
MO Altria 0.11 -9.00% 32641 38.33 38.45
PEP Pepsi 0.11 15411 82.93 85.55
PM Philip Morris International 0.11 -12.00% 14383 87.12 83.15
TJX TJX Companies 0.11 19653 63.71 58.70
DHI D.R. Horton 0.11 +37.00% 57246 22.31 21.50
ORCL Oracle Corporation 0.11 -40.00% 31794 38.28 40.08
United Rentals Inc note 4.000%11/1 0.11 -2.00% 181000 7.00 0.00
Genesee & Wyoming 0.11 -2.00% 9355 128.27 0.00
Twenty-first Century Fox 0.11 -25.00% 36442 35.18 0.00
Actavis 0.11 NEW 7202 168.01 0.00
BA Boeing Company 0.10 8395 136.75 127.92
RF Regions Financial Corporation 0.10 +100.00% 116750 9.87 10.22
EMN Eastman Chemical Company 0.10 +62.00% 14094 80.67 88.58
HAL Halliburton Company 0.10 -8.00% 23078 50.78 60.90
DTE DTE Energy Company 0.10 -20.00% 16904 66.43 76.62
AIG American International 0.10 -12.00% 22512 51.00 50.82
Duke Energy 0.10 +16.00% 16572 69.09 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.09 28358 36.89 0.00
COG Cabot Oil & Gas Corporation 0.09 NEW 24905 38.79 34.92
MCD McDonald's Corporation 0.09 10522 96.94 100.25
CBS CBS Corporation 0.09 +25.00% 16780 63.77 60.64
RTN Raytheon Company 0.09 11595 90.56 100.13
VLO Valero Energy Corporation 0.09 -16.00% 20566 50.47 56.00
UTX United Technologies Corporation 0.09 -43.00% 8606 113.87 118.57
AEP American Electric Power Company 0.09 -18.00% 21372 46.70 51.73
DAL Delta Air Lines 0.09 36941 27.50 33.76
GPOR Gulfport Energy Corporation 0.09 NEW 15944 63.22 75.11
Ingersoll-rand Co Ltd-cl A 0.09 16718 61.61 0.00
HW Headwaters Incorporated 0.09 +73.00% 99437 9.78 11.95
CYNO Cynosure 0.09 NEW 39259 26.59 24.77
GM General Motors Company 0.09 -11.00% 25247 40.80 33.98
Health Care Reit Inc note 3.000%12/0 0.09 -77.00% 892000 1.11 0.00
Abbvie 0.09 -42.00% 19062 52.83 0.00
Web Com Group Inc note 1.000% 8/1 0.09 -60.00% 933000 1.12 0.00
Caci Intl Inc note 2.125% 5/0 0.08 -3.00% 644000 1.34 0.00
Ciena Corp note 0.875% 6/1 0.08 920000 1.02 0.00
KMB Kimberly-Clark Corporation 0.08 8685 104.43 112.54
MDT Medtronic 0.08 14869 57.37 58.55
NOV National-Oilwell Var 0.08 -27.00% 11216 79.71 82.37
HPQ Hewlett-Packard Company 0.08 +127.00% 33082 27.93 31.93
SBUX Starbucks Corporation 0.08 -17.00% 11191 78.46 70.15
WTSLA Wet Seal 0.08 +131.00% 313985 2.73 0.00
BDN Brandywine Realty Trust 0.08 63755 14.07 14.61
PNW Pinnacle West Capital Corporation 0.08 +81.00% 15983 52.93 55.94
CPT Camden Property Trust 0.08 14942 56.82 67.83
Xilinx Inc sdcv 3.125% 3/1 0.08 -16.00% 546000 1.58 0.00
Acelrx Pharmaceuticals 0.08 NEW 76087 11.34 0.00
Audience 0.08 +52.00% 77245 11.63 0.00
Cancer Genetics 0.08 NEW 62959 13.79 0.00
Stone Energy Corp Sr Nt Conv 1.750% 03/01/17 B/e Dtd 03/06/12 0.08 NEW 810000 1.10 0.00
Prospect Capital Corporati mtnf 5.375% 0.08 -27.00% 823000 1.05 0.00
Gain Cap Hldgs Inc note 4.125%12/0 0.08 NEW 1000000 0.93 0.00
L Loews Corporation 0.07 16540 48.25 43.95
BK Bank of New York Mellon Corporation 0.07 +56.00% 23647 34.93 33.76
VIA.B Via 0.07 NEW 9613 87.38 0.00
REGN Regeneron Pharmaceuticals 0.07 3004 275.30 296.74
DOW Dow Chemical Company 0.07 17909 44.39 48.72
URI United Rentals 0.07 10082 77.96 93.47
CDNS Cadence Design Systems 0.07 NEW 58670 14.01 14.86
MYL Mylan 0.07 +30.00% 18202 43.24 46.92
Agilent Technologies Inc C ommon 0.07 +37.00% 14756 57.13 0.00
DHR Danaher Corporation 0.07 +38.00% 10919 77.20 72.85
MBI MBIA 0.07 +31.00% 66776 11.95 11.97
DISCA Discovery Communications 0.07 NEW 9178 90.43 77.83
MHO M/I Homes 0.07 30893 25.41 22.01
TEX Terex Corporation 0.07 NEW 17771 42.09 42.07
FFIV F5 Networks 0.07 NEW 8805 90.74 108.40
Laboratory Corp Amer Hldgs debt 0.07 655000 1.22 0.00
Ezchip Semiconductor Lt 0.07 NEW 31068 24.62 0.00
Endeavour International C 0.07 +92.00% 148190 5.26 0.00
KEYW KEYW Holding 0.07 +24.00% 54638 13.43 13.92
Te Connectivity Ltd for 0.07 -29.00% 14554 55.17 0.00
Cornerstone Ondemand 0.07 NEW 14963 53.33 0.00
Rpx 0.07 NEW 44195 16.90 0.00
Sanchez Energy Corp C ommon stocks 0.07 +11.00% 31023 24.50 0.00
NETWORK 0.07 +26.00% 69090 12.10 0.00
Hologic Inc cnv 0.07 -10.00% 825000 1.02 0.00
Facebook Inc cl a 0.07 NEW 15421 54.80 0.00
Midstates Pete 0.07 NEW 113030 6.62 0.00
Banc Of California 0.07 NEW 56525 13.39 0.00
Montage Technology 0.07 NEW 47008 16.32 0.00
LEA Lear Corporation 0.06 NEW 8279 81.05 83.00
Chesapeake Energy Corp note 2.500% 5/1 0.06 -3.00% 650000 1.02 0.00
PNC PNC Financial Services 0.06 -55.00% 8230 77.76 83.77
DFS Discover Financial Services 0.06 -24.00% 12305 56.07 56.86
ABT Abbott Laboratories 0.06 17940 38.35 38.93
AUXL Auxilium Pharmaceuticals 0.06 -16.00% 33289 20.73 25.97
BMY Bristol Myers Squibb 0.06 12240 53.10 49.46
APA Apache Corporation 0.06 8020 86.03 85.11
PPG PPG Industries 0.06 3760 189.63 199.46
PSUN Pacific Sunwear of California 0.06 -11.00% 203490 3.34 2.78
AGN Allergan 0.06 -38.00% 5699 111.25 133.92
HON Honeywell International 0.06 7788 91.42 93.10
NKE NIKE 0.06 8453 78.79 74.03
FCX Freeport-McMoRan Copper & Gold 0.06 +97.00% 18544 37.69 33.01
EMC EMC Corporation 0.06 -59.00% 27184 25.20 26.62
PXD Pioneer Natural Resources 0.06 3509 183.81 203.31
PCLN priceline.com Incorporated 0.06 -33.00% 562 1158.36 1208.36
TIBX Tibco Software 0.06 NEW 28010 22.46 19.67
REN Resolute Energy 0.06 +6.00% 72985 9.03 7.85
URBN Urban Outfitters 0.06 17502 37.08 35.62
NWY New York & Company 0.06 +111.00% 154510 4.37 4.50
CWST Casella Waste Systems 0.06 -5.00% 126145 5.80 5.04
WWWW Web 0.06 +41.00% 20590 31.76 32.02
PT GA Cimatron Ltd ord 0.06 NEW 74865 9.03 0.00
shares First Bancorp P R 0.06 NEW 100845 6.19 0.00
Pacira Pharmaceuticals 0.06 11302 57.51 0.00
Fortune Brands 0.06 NEW 15839 45.65 0.00
On Semiconductor Corp note 2.625%12/1 0.06 -43.00% 615000 1.10 0.00
Rayonier Inc conv 0.06 -29.00% 520000 1.34 0.00
Bonanza Creek Energy 0.06 NEW 15165 43.46 0.00
Express Scripts Holding 0.06 9683 70.23 0.00
Helix Energy Solutions note 0.06 -48.00% 556000 1.20 0.00
Mondelez Int 0.06 -42.00% 20653 35.30 0.00
Ptc 0.06 18926 35.45 0.00
Goldcorp Inc New note 2.000% 8/0 0.05 534000 1.00 0.00
Steel Dynamics Inc note 5.125% 6/1 0.05 NEW 508000 1.18 0.00
GS Goldman Sachs 0.05 3440 177.33 157.44
CAT Caterpillar 0.05 6028 90.58 102.83
VRTX Vertex Pharmaceuticals Incorporated 0.05 NEW 8343 74.19 64.17
HSNI HSN 0.05 NEW 9203 62.37 58.61
EMR Emerson Electric 0.05 8731 70.21 68.44
M Macy's 0.05 -25.00% 10839 53.42 56.83
TXN Texas Instruments Incorporated 0.05 NEW 11950 43.93 45.83
F Ford Motor Company 0.05 -46.00% 35562 15.41 16.00
EOG EOG Resources 0.05 3301 167.83 102.45
MWA Mueller Water Products 0.05 NEW 65690 9.36 9.46
STLD Steel Dynamics 0.05 NEW 29291 19.56 18.00
HUN Huntsman Corporation 0.05 -17.00% 25003 24.60 24.92
ALXN Alexion Pharmaceuticals 0.05 -22.00% 4551 132.94 149.80
WFD Westfield Financial 0.05 73555 7.48 7.11
RTK Rentech 0.05 NEW 331015 1.75 2.22
AGG iShares Lehman Aggregate Bond 0.05 5295 106.52 108.19
LCUT Lifetime Brands 0.05 NEW 36230 15.73 17.99
Newmont Mining Corp Cvt cv bnd 0.05 -89.00% 580000 1.02 0.00
Francescas Hldgs 0.05 NEW 29481 18.35 0.00
Halcon Resources 0.05 NEW 151655 3.85 0.00
Us Silica Hldgs 0.05 -32.00% 15729 34.14 0.00
CTSH Cognizant Technology Solutions 0.04 4853 101.17 49.55
AXP American Express Company 0.04 NEW 5562 90.79 86.22
MON Monsanto Company 0.04 -23.00% 4240 116.75 112.95
HCN Health Care REIT 0.04 7989 53.57 61.94
COP ConocoPhillips 0.04 5867 70.73 74.77
BIIB Biogen Idec 0.04 1516 279.02 290.54
Accenture 0.04 6079 81.92 0.00
CRM salesforce 0.04 +51.00% 7687 55.16 56.10
ARCC Ares Capital Corporation 0.04 -61.00% 22958 17.77 17.24
LRCX Lam Research Corporation 0.04 7483 54.52 52.74
Qihoo 360 Technologies Co Lt 0.04 +93.00% 4888 82.04 0.00
Brookdale Senior Living note 0.04 -2.00% 392000 1.18 0.00
Auxilium Pharmaceuticals note 0.04 -76.00% 446000 1.11 0.00
Omnicare Inc bond 0.04 NEW 471000 1.00 0.00
Gt Advanced Technologies Inc note 3.000%12/1 0.04 NEW 500000 1.01 0.00
Dollar Finl Corp note 3.000% 4/0 0.03 -25.00% 300000 0.96 0.00
Nuance Communications Inc dbcv 2.750% 8/1 0.03 -81.00% 328000 1.05 0.00
AMG Affiliated Managers 0.03 1430 217.48 186.64
CSX CSX Corporation 0.03 10001 28.70 28.15
BMRN BioMarin Pharmaceutical 0.03 NEW 4953 70.26 60.89
COCO Corinthian Colleges 0.03 -3.00% 184710 1.78 1.25
RT Ruby Tuesday 0.03 NEW 48685 6.92 7.23
RSH RadioShack Corporation 0.03 +15.00% 113160 2.60 1.41
GIS General Mills 0.03 NEW 7179 49.87 52.09
Nextera Energy 0.03 4128 85.51 0.00
LEAP Leap Wireless International 0.03 -17.00% 20105 17.36 17.52
OSTK Overstock 0.03 NEW 11540 30.76 18.33
Alza Corp sdcv 7/2 0.03 +142.00% 247000 1.26 0.00
BKS Barnes & Noble 0.03 -33.00% 19940 14.94 16.37
IWM iShares Russell 2000 Index 0.03 NEW 3411 115.22 112.92
JAKK JAKKS Pacific 0.03 NEW 48045 6.72 8.98
AMED Amedisys 0.03 NEW 21255 14.58 13.78
LDK LDK Solar 0.03 -9.00% 237650 1.31 0.00
PEI Pennsylvania R.E.I.T. 0.03 NEW 17230 18.98 17.58
LAYN Layne Christensen Company 0.03 NEW 17340 17.07 17.87
MOD Modine Manufacturing 0.03 -13.00% 25710 12.80 14.33
TTMI TTM Technologies 0.03 NEW 41755 8.57 7.84
BAS Basic Energy Services 0.03 NEW 20015 15.79 28.14
BONT Bon-Ton Stores 0.03 -49.00% 18130 16.27 10.91
NAV Navistar International Corporation 0.03 -26.00% 8675 38.16 34.00
OCLR Oclaro 0.03 -39.00% 148250 2.49 3.20
RLD RealD 0.03 NEW 38830 8.52 10.35
ESC Emeritus Corporation 0.03 -29.00% 14660 21.69 29.90
Alliant Techsystems Inc note 3.000% 8/1 0.03 -75.00% 239000 1.61 0.00
CCIH ChinaCache International Holdings 0.03 NEW 36780 8.92 16.20
Carbonite 0.03 NEW 29410 11.87 0.00
Caesars Entertainment 0.03 +12.00% 17230 21.53 0.00
Sunshine Heart 0.03 NEW 38233 9.70 0.00
Merrimack Pharmaceuticals In 0.03 NEW 68415 5.34 0.00
Cyrusone 0.03 NEW 15030 22.36 0.00
Model N 0.03 NEW 29565 11.80 0.00
Sunedison 0.03 -53.00% 25855 13.03 0.00
Esperion Therapeutics 0.03 NEW 23585 13.78 0.00
Chimerix 0.03 NEW 20440 15.07 0.00
Bind Therapeutics 0.03 NEW 23580 15.10 0.00
American Airls 0.03 NEW 14157 25.29 0.00
*qunar Cayman Is Ltd spns adr cl b 0.03 NEW 11545 26.50 0.00
COST Costco Wholesale Corporation 0.02 NEW 1692 118.79 113.50
MS Morgan Stanley 0.02 8055 31.41 30.76
EVC Entravision Communication 0.02 NEW 37725 6.07 5.66
YHOO Yahoo! 0.02 NEW 6775 40.44 36.38
Lam Research Corp note 0.500% 5/1 0.02 +28.00% 195000 1.14 0.00
Onconova Therapeutics 0.02 NEW 21470 11.50 0.00
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.01 +80.00% 27000 3.44 0.00
MTG MGIC Investment 0.01 -21.00% 13082 8.41 8.32
Omnicom Group Inc debt 0.01 -96.00% 54000 1.35 0.00
Newmont Mining Corp note 1.250% 7/1 0.01 -77.00% 75000 1.00 0.00
Notes 0.01 NEW 12000 5.50 0.00
Priceline Com Inc note 1.250% 3/1 0.01 -33.00% 32000 3.81 0.00
Group 1 Automotive Inc frnt 2.250% 6/1 0.00 NEW 40000 1.28 0.00
Allegheny Technologies Inc note 4.250% 6/0 0.00 -83.00% 41000 1.02 0.00
United States Stl Corp New note 4.000% 5/1 0.00 43000 1.07 0.00
Trw Automotive 3.5% 12/01/15 conv 0.00 -96.00% 14000 2.57 0.00
Prospect Capital Corp note 6.250%12/1 0.00 31000 1.10 0.00
Rwt 4 5/8 04/15/18 0.00 24000 1.04 0.00
Alpha Natural Resources Inc note 4.875%12/1 0.00 NEW 41000 1.05 0.00

Past 13F-HR SEC Filings for SSI INVESTMENT MANAGEMENT